While i'm all for there being more bouldering gyms, i do want to put a word of caution here. It is lots and lots of work, and may well take years of "boring day to day work" before your gym gets successful - if ever. It is not a spur of the moment idea to make, and requires you to be able to keep moving with the project even if you're tired, even if the work isn't fun, even when you don't feel like it.

That said, the first thing you need is to write down a business plan. There are lots of questions you need an answer to, before even being sure your plan is viable:

how much will the startup costs be?

what kind of location would you need? how much will this cost?

how are you going to build the boulders? if you are hiring a company to do it for you, how much will they cost? if you are doing it yourself or with the help of friends or volunteers what are the material costs going to be? Either way, how are you going to ensure that the boulders are built safely? how much time will this take?

what will the operational costs be? don't forget to include maintanance, repairs, cleaning, staff, but also the cost of buying new holds for routes and such.

what licences and regulations do you need to follow? insurance policies? how much money do these cost? do you want to have a bar as well? do you need a licence for that as well?

who is going to build routes in your gym?

how many customers do you need to break even? to turn a profit?

is climbing a popular sport where you are? how much work will you need to do to get them to come to your gym? Do you need to introduce people to the sport or are people dying for a boulder gym close-by?

what kind of promotions will you make to get costumers? how will you finance this?

how much support do you have from people close to you? Are they going to appreciate you putting 60+ hours a week for the next year(s) into this endeavor? will they support you when dealing with setbacks?

and most of all - how are you going to finance all the above costs? if you need a loan, this businessplan is even more a must-have, because nobody is going to loan you money without a well-thought out plan with clear expectations on the finances.

The above list is just a first suggestion. If you are serious about starting a bouldering gym, start here, and by answering all these questions, in all likelyhood enough new questions and answers will pop up, until you have a concrete plan and are ready to take action to make your dream reality.